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An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular gase

✍ Scribed by V. E. Mosyagin


Publisher
SP MAIK Nauka/Interperiodica
Year
1992
Tongue
English
Weight
551 KB
Volume
32
Category
Article
ISSN
0037-4466

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πŸ“œ SIMILAR VOLUMES


Rates of convergence of approximate maxi
✍ J.P.N. Bishwal; A. Bose πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 828 KB

## Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for two approximate maximum likelihood estimators of the drift parameter in the Ornstein-Uhlenbeck process are obtained when the process is observed at equally spaced dense time points. Also obtained